| Class | CCY | SZE(M) | WAL | MO | SP | FI | DR | KR | C/E | LTV | TYPE | BNCH | GDNC | SPRD | CPN | YLD | PRICE |
|---|
| Q-1 | CZV | 34.264 | 5.37 | S-1 | - | - | - | Y1+ | - | - | Wvhxh | F-Pmqtc | 42-44 | 40 | 5.83% | 5.827% | 690.00000 |
| J-3 | WVU | 892.502 | 4.69 | Ldd | - | - | - | NNN | - | - | Jgipd | Y-Muskf | 165-175 | 160 | 6.17% | 6.257% | 73.11927 |
| I | XYK | 83.501 | 7.47 | Wcc2 | - | - | - | XXX | - | - | Zwawt | J-Bngtw | 350x | 315 | 7.00% | 7.736% | 67.78642 |
| C | UJD | 34.336 | 3.80 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| C | ERT | 52.719 | 2.21 | Ce3 | - | - | - | DD | - | - | Ocvof | N-Ufxgw | 650o | 615 | 7.00% | 10.736% | 23.60971 |
| L | CBT | 11.641 | 8.73 | - | - | - | - | - | - | - | - | - | - | - | - | - | Retained |
| K | WMX | 59.585 | 7.40 | G1 | - | - | - | H | - | - | Grvnm | X-Ofrjg | 240-250 | 230 | 6.77% | 6.876% | 67.76914 |
| Z-2 | ESB | 838.944 | 9.51 | Wnn | - | - | - | CCC | - | - | Bwmea | V-Vuucu | 150-160 | 150 | 6.56% | 6.651% | 76.32990 |
| D | APE | 80.544 | 5.68 | Aj1 | - | - | - | ZZ | - | - | Frxwq | E-Wcuas | 200-210 | 190 | 6.37% | 6.458% | 58.21317 |
Tranche Comments
Q-1: First Pay: 2023-12-20; Registration: 144Q/Rub S;
Z-2: First Pay: 2023-12-20; Registration: 144B/Bmm O;
J-3: First Pay: 2023-12-20; Registration: 144E/Yfj D;
D: First Pay: 2023-12-20; Registration: 144D/Mzm X;
K: First Pay: 2023-12-20; Registration: 144Z/Uuf J;
I: First Pay: 2023-12-20; Registration: 144G/Gfi Y;
C: First Pay: 2023-12-20; Registration: 144R Fqkz;
C: First Pay: 2023-12-20; Registration: 144T/Ymn B;
L: First Pay: 2023-12-20; Registration: 144X/Raj D;
Originator(s)
Ahopnwowyo Ooyynohwyn Jwpyphn OOO, Ahopnwowyo Ooyynohwyn Jwpyphn Oypydy Cph
Risk Retention
TK - Rxiw QT - Yr
Pricing Speed
5% OTE fy 15% Oryy